Anic Equity¶

Anic Equity¶

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Total return since start: 0.562 %¶

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Equity now: -----------------------------> 47706.11 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46311.22 Kr¶

PnL: ---------------------------------------> -577.35 Kr¶

DD now: ---------------------------------> -1.9 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-17 14:46:11.110961'

Anic Portfolio¶

Today¶

Return: -0.683 %¶

This Week¶

Return: 0.363 %¶

Total¶

Return: 56.178 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.120000 2908.500000 272.500000 10.340000 2636.000010
Beijer Electronics Group 26 0.990000 3187.600000 216.600000 7.290000 2971.000006
Boozt 12 4.460000 1770.000000 116.000000 7.010000 1653.999996
Corem Property Group B 59 -3.350000 663.750000 86.750000 15.030000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -5.450000 433.800000 78.800000 22.200000 355.000000
HMS Networks 2 -0.060000 716.800000 43.800000 6.510000 673.000000
OEM International B 7 0.260000 550.200000 22.200000 4.200000 527.999997
Coor Service Management Hold. 8 0.730000 553.600000 21.600000 4.060000 532.000000
MedCap 2 0.450000 442.000000 21.000000 4.990000 421.000000
Intrum 4 0.220000 547.000000 20.000000 3.800000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 581.700000 19.700000 3.510000 562.000005
Midsona B 63 -1.240000 601.650000 18.650000 3.200000 582.999984
Karnov Group 9 0.000000 551.700000 15.700000 2.930000 536.000004
Essity A 4 0.000000 1164.000000 15.000000 1.310000 1149.000000
Samhällsbyggnadsbo. i Norden D 12 -4.000000 259.200000 13.200000 5.370000 246.000000
Eastnine 4 -0.790000 501.600000 10.600000 2.160000 491.000000
AcadeMedia 12 0.550000 567.120000 10.120000 1.820000 557.000004
Nordea Bank Abp 29 -0.150000 3463.180000 9.180000 0.270000 3453.999992
Essity B 2 -0.140000 582.000000 8.000000 1.390000 574.000000
Resurs Holding 22 -0.980000 580.140000 6.140000 1.070000 573.999998
FM Mattsson Mora Group B 50 -1.350000 2930.000000 3.000000 0.100000 2927.000000
Creaspac SPAC 6 0.000000 578.400000 1.400000 0.240000 577.000002
Norva24 Group 16 -1.790000 544.000000 1.000000 0.180000 543.000000
Securitas B 6 -0.320000 568.320000 -1.680000 -0.290000 570.000000
Swedbank A 3 -0.820000 559.200000 -4.800000 -0.850000 564.000000
Handelsbanken A 5 -1.680000 540.250000 -5.750000 -1.050000 546.000000
CTEK 13 -2.810000 526.370000 -7.630000 -1.430000 533.999999
SAAB B 8 0.860000 3360.000000 -17.000000 -0.500000 3377.000000
Vivesto 1368 1.540000 558.420000 -54.580000 -8.900000 612.999432
Sampo Oyj SDB 7 0.000000 3794.000000 -56.000000 -1.450000 3850.000000
International Petroleum Corp. 5 0.560000 538.000000 -56.570000 -9.510000 594.565215
Axfood 13 0.980000 3615.300000 -140.700000 -3.750000 3756.000001
OX2 18 -0.600000 1494.000000 -170.000000 -10.220000 1663.999992
Ovzon 52 0.170000 3016.000000 -346.000000 -10.290000 3361.999992
Fasadgruppen Group 35 0.410000 3444.000000 -367.000000 -9.630000 3810.999990
TOTAL 46691.800000 -196.770000 -1.11701% 46888.564618

Updated:¶

'2023-01-17 14:44:40.260315'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶